Profile & Experience
Peter is a quant developer and analyst with 20+ years of experience. At Quaternion, Acadia’s Quant Services division, he is primarily involved in the design and implementation of pricing and risk models for bespoke client needs as well as for the standardised service infrastructure, with an eye on speedy and robust models. He is an active contributor to the open source library QuantLib for many years now. Peter holds a degree in mathematics from Techincal University of Dortmund. He is co-author of the book “Interest Rate Derivatives Explained II” (with Jörg Kienitz).
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